A Robust Multivariate Procedure for the Identification of Problem Savings and Loan Institutions * | Zendy

Booth David E. | Zendy; Alam Pervaiz | Zendy; Ahkam Sharif N. | Zendy; Osyk Barbara | Zendy

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A Robust Multivariate Procedure for the Identification of Problem Savings and Loan Institutions *

Author(s) -

Booth David E.,

Alam Pervaiz,

Ahkam Sharif N.,

Osyk Barbara

Publication year - 1989

Publication title -

decision sciences

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.238

H-Index - 108

eISSN - 1540-5915

pISSN - 0011-7315

DOI - 10.1111/j.1540-5915.1989.tb01881.x

Subject(s) - multivariate statistics , loan , identification (biology) , order (exchange) , bank failure , multivariate analysis , warning system , actuarial science , computer science , econometrics , business , economics , finance , machine learning , telecommunications , botany , biology

The 1980s have seen a great increase in the number of failed savings and loan institutions. In order to prevent such failures, it would be helpful if regulators have an early warning model. Such a model should be able to flag potential failed firms to prevent failure. In this paper, a robust multivariate procedure is used to successfully identify potentially failed firms well ahead of an actual failure date.

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